《数理金融的概念与实践》封面

数理金融的概念与实践

The Concepts and Practice of Mathematical Finance

Mark S. Joshi · 初版 2003 年

2人推荐
4位读者提及
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Hacker News 上怎么说

  • 如果你说的“量化金融”指的是期权定价,那可以看看 Mark Joshi 的书:-《The Concepts and Practice of Mathematical Finance》-《C++ Design Patterns and Derivatives Pricing》。另外 Baxter & Rennie 的书也值得关注:-《Financial Calculus: An Introduction to Derivative Pricing》。一旦你学完这些,并对测度……

    If by 'quantitative finance' you mean option pricing then check out the books by Mark Joshi: - 'The Concepts and Practice of Mathematical Finance' - 'C++ Design Patterns and Derivatives Pricing' Also of note is Baxter & Rennie: - 'Financial Calculus: An Introduction to Derivative Pricing' Once you've studied those and have a good grasp of Measure…

  • 业内有人推荐我看 Mark Joshi 的《The Concepts and Practice of Mathematical Finance》来打基础。我觉得可读性挺高的。

    Mark Joshi's "The Concepts and Practice of Mathematical Finance" came recommended to me by some people in the field as a foundation. I found it quite readable.

  • ……其实也就是把货币的时间价值融入到计算中。[0] Oksendal B. Stochastic Differential Equations。[1] Shreve S E. Stochastic Calculus for Finance II。[2] Joshi M S. The Concepts and Practice of Mathematical Finance

    …it's really just incorporating the time value of money into the calculations. [0] Oksendal B . Stochastic Differential Equations. [1] Shreve S E. Stochastic Calculus for Finance II. [2] Joshi M S. The Concepts and Practice of Mathematical Finance

  • 多谢!目前我正在读这几本书:Mark Joshi 的《The Concepts and Practice of Mathematical Finance》,以及 Daniel Duffy 的《Introduction to C++ for Financial Engineers》(我已经会 C++ 了,但读它是为了看金融相关的内容)。

    Thanks! Currently I am reading these books: Mark Joshi: The Concepts and Practice of Mathematical Finance Daniel Duffy: Introduction to C++ for Financial Engineers (I already know C++, but I read this because of the finance related stuff.)

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